From the help desk: Transfer functions

The question often arises as to whether one can estimate a transfer function model using Stata. While Stata does not currently have a convenience command for doing so, this article will demonstrate that estimating such a model can be accomplished quite easily using Stata’s arima command. The classic text for transfer function modeling is Box, Jenkins, and Reinsel (1994); however, a more concise presentation can be found in Brockwell and Davis (1991).


Issue Date:
2002
Publication Type:
Journal Article
DOI and Other Identifiers:
st0009 (Other)
PURL Identifier:
http://purl.umn.edu/115952
Published in:
Stata Journal, Volume 02, Number 1
Page range:
71-85
Total Pages:
15

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 Record created 2017-04-01, last modified 2017-08-26

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